ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 07-Aug-2008

Day Change Summary
	Previous	Current
	06-Aug-2008	07-Aug-2008	Change	Change %	Previous Week
Open	111-070	111-025	-0-045	-0.1%	110-137
High	111-152	111-300	0-148	0.4%	111-220
Low	110-265	111-025	0-080	0.2%	110-130
Close	111-037	111-260	0-223	0.6%	111-160
Range	0-207	0-275	0-068	32.9%	1-090
ATR	0-206	0-211	0-005	2.4%	0-000
Volume	481,025	496,164	15,139	3.1%	2,873,507

Daily Pivots for day following 07-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-060	113-275	112-091
R3	113-105	113-000	112-016
R2	112-150	112-150	111-310
R1	112-045	112-045	111-285	112-098
PP	111-195	111-195	111-195	111-221
S1	111-090	111-090	111-235	111-142
S2	110-240	110-240	111-210
S3	109-285	110-135	111-184
S4	109-010	109-180	111-109

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-013	114-177	112-066
R3	113-243	113-087	111-273
R2	112-153	112-153	111-235
R1	111-317	111-317	111-198	112-075
PP	111-063	111-063	111-063	111-102
S1	110-227	110-227	111-122	110-305
S2	109-293	109-293	111-085
S3	108-203	109-137	111-047
S4	107-113	108-047	110-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-300	110-265	1-035	1.0%	0-168	0.5%	89%	True	False	542,683
10	111-300	110-122	1-178	1.4%	0-190	0.5%	92%	True	False	567,788
20	112-075	109-252	2-143	2.2%	0-229	0.6%	83%	False	False	629,470
40	112-075	108-150	3-245	3.4%	0-212	0.6%	89%	False	False	621,287
60	112-075	108-150	3-245	3.4%	0-217	0.6%	89%	False	False	564,275
80	112-075	108-150	3-245	3.4%	0-201	0.6%	89%	False	False	425,066
100	115-000	108-150	6-170	5.8%	0-167	0.5%	51%	False	False	340,141
120	115-000	108-150	6-170	5.8%	0-139	0.4%	51%	False	False	283,451

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	115-189
2.618	114-060
1.618	113-105
1.000	112-255
0.618	112-150
HIGH	111-300
0.618	111-195
0.500	111-162
0.382	111-130
LOW	111-025
0.618	110-175
1.000	110-070
1.618	109-220
2.618	108-265
4.250	107-136

Fisher Pivots for day following 07-Aug-2008
Pivot	1 day	3 day
R1	111-228	111-214
PP	111-195	111-168
S1	111-162	111-122

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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